+1,092.2%
FIX vs WCC
+153.2%
+939.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +3.1% |
| 7D | +6.4% | +3.3% | +3.1% | +4.9% |
| 30D | -29.1% | -9.4% | -19.6% | -24.1% |
| 3M | -31.1% | -10.5% | -20.6% | -25.7% |
| 6M | -42.8% | -10.4% | -32.4% | -38.1% |
| YTD | +24.6% | +34.4% | -9.8% | +10.1% |
| 1Y | +21.9% | +27.7% | -5.7% | +10.7% |
| 3Y | +524.9% | +137.9% | +387.0% | +314.7% |
| 5Y | +1,092.2% | +147.0% | +945.2% | +622.1% |
| All | +1,092.2% | +153.2% | +939.0% | +622.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling